+24.4%
TXG vs ITUB
+92.5%
-68.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.2% |
| 7D | +9.4% | +8.2% | +1.1% | +7.1% |
| 30D | +26.1% | +4.7% | +21.4% | +24.5% |
| 3M | +124.8% | +13.0% | +111.8% | +117.0% |
| 6M | +215.2% | +4.2% | +211.1% | +211.6% |
| YTD | +302.2% | +18.6% | +283.6% | +284.0% |
| 1Y | +370.9% | +31.3% | +339.7% | +337.4% |
| 3Y | +38.5% | +124.9% | -86.4% | +13.0% |
| 5Y | -64.4% | +195.6% | -260.0% | -72.7% |
| All | +24.4% | +92.5% | -68.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling